A fast solution that I found.
Click on "cancel" and when it say "are you sure..." you click "no" and it will continue installation.
EDIT : I tried a second installation, but this trick didn't work... Needed to wait 30 minutes before it continue installation
It seem that in the futur I will make a new DVD with a new custom installer to install Il2 1946. Sad to see that we have some problems with this game installing on W10. My only solution for now is copy and paste the game from my old computer to the new one. Wish we could get a new DVD release...